-2.1%
CTAS vs PL
+176.6%
-178.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.8% | -9.3% | +7.5% | -2.0% |
| 30D | -0.2% | -18.9% | +18.7% | -0.6% |
| 3M | +11.7% | -58.4% | +70.1% | +11.2% |
| 6M | +0.7% | -30.3% | +31.0% | 0.0% |
| YTD | +7.4% | -8.1% | +15.5% | +6.4% |
| 1Y | -2.1% | +180.5% | -182.6% | -2.0% |
| All | -2.1% | +176.6% | -178.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling